Anic Equity¶

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Total return since start: 0.625 %¶

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Equity now: -----------------------------> 49622.92 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 45561.71 Kr¶

PnL: ---------------------------------------> 505.71 Kr¶

DD now: ---------------------------------> -6.584 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-07-04 14:58:07.357194'

Anic Portfolio¶

Today¶

Return: 1.534 %¶

This Week¶

Return: 0.649 %¶

Total portfolio value¶

Return including deposits: 62.453 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hennes & Mauritz B 9 0.720000 1672.740000 203.740000 13.870000 1468.999998
Sedana Medical 93 4.710000 2689.560000 168.560000 6.690000 2521.000011
Orrön Energy 180 5.030000 2160.000000 117.000000 5.730000 2043.000000
Atrium Ljungberg B 5 4.510000 995.500000 60.500000 6.470000 935.000000
Platzer Fastigheter Holding B 12 5.200000 1020.000000 59.000000 6.140000 960.999996
JM 6 4.170000 914.400000 50.400000 5.830000 864.000000
Catena 2 4.430000 838.800000 46.800000 5.910000 792.000000
Sagax A 4 4.650000 900.000000 46.000000 5.390000 854.000000
Sagax B 4 3.740000 899.200000 45.200000 5.290000 854.000000
Hexatronic Group 12 3.740000 1004.400000 37.400000 3.870000 966.999996
Hoist Finance 35 0.870000 1013.250000 33.250000 3.390000 980.000000
BioGaia B 8 1.800000 951.200000 21.200000 2.280000 930.000000
Bilia A 8 1.780000 916.000000 16.000000 1.780000 900.000000
VEF 909 2.600000 1865.270000 15.270000 0.830000 1850.000436
Gränges 9 1.650000 943.200000 15.200000 1.640000 927.999999
Biotage 7 0.970000 952.000000 11.000000 1.170000 940.999997
Byggmax Group 33 1.110000 963.600000 7.600000 0.790000 956.000001
Clas Ohlson B 12 0.310000 977.400000 4.400000 0.450000 972.999996
HEXPOL B 9 -0.350000 1024.200000 3.200000 0.310000 1020.999996
OX2 13 1.310000 952.900000 2.900000 0.310000 949.999999
EQT 4 0.530000 832.400000 0.400000 0.050000 832.000000
AcadeMedia 8 0.100000 401.200000 -0.800000 -0.200000 402.000000
ASSA ABLOY B 3 -0.150000 774.600000 -4.400000 -0.560000 779.000001
Alimak Group 11 0.120000 918.500000 -9.500000 -1.020000 927.999996
Nordic Waterproofing Holding 7 0.740000 950.600000 -16.400000 -1.700000 966.999999
Creaspac SPAC 39 0.000000 3697.200000 -20.800000 -0.560000 3717.999987
SKF B 5 -1.960000 913.750000 -26.250000 -2.790000 940.000000
Indutrade 5 2.150000 1186.000000 -32.000000 -2.630000 1218.000000
Hexagon B 26 1.040000 3425.500000 -35.500000 -1.030000 3461.000010
Vitec Software Group B 2 0.860000 1051.000000 -36.000000 -3.310000 1087.000000
Addnode Group B 11 -1.950000 883.850000 -37.150000 -4.030000 921.000003
Latour B 4 0.050000 818.400000 -38.600000 -4.500000 857.000000
Bufab 3 -0.740000 1045.200000 -63.800000 -5.750000 1109.000001
BHG Group 97 2.860000 1393.890000 -65.110000 -4.460000 1458.999989
INVISIO 16 0.440000 3616.000000 -73.000000 -1.980000 3689.000000
TOTAL 45561.710000 505.710000 -6.58397% 45056.000411

Updated:¶

'2023-07-04 14:58:24.315878'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶